ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-210 |
124-200 |
-0-010 |
0.0% |
124-120 |
| High |
124-210 |
124-210 |
0-000 |
0.0% |
124-160 |
| Low |
124-210 |
124-200 |
-0-010 |
0.0% |
124-090 |
| Close |
124-210 |
124-210 |
0-000 |
0.0% |
124-160 |
| Range |
0-000 |
0-010 |
0-010 |
|
0-070 |
| ATR |
0-039 |
0-037 |
-0-002 |
-5.3% |
0-000 |
| Volume |
2,005 |
2 |
-2,003 |
-99.9% |
475 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-237 |
124-233 |
124-216 |
|
| R3 |
124-227 |
124-223 |
124-213 |
|
| R2 |
124-217 |
124-217 |
124-212 |
|
| R1 |
124-213 |
124-213 |
124-211 |
124-215 |
| PP |
124-207 |
124-207 |
124-207 |
124-208 |
| S1 |
124-203 |
124-203 |
124-209 |
124-205 |
| S2 |
124-197 |
124-197 |
124-208 |
|
| S3 |
124-187 |
124-193 |
124-207 |
|
| S4 |
124-177 |
124-183 |
124-204 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-027 |
125-003 |
124-198 |
|
| R3 |
124-277 |
124-253 |
124-179 |
|
| R2 |
124-207 |
124-207 |
124-173 |
|
| R1 |
124-183 |
124-183 |
124-166 |
124-195 |
| PP |
124-137 |
124-137 |
124-137 |
124-142 |
| S1 |
124-113 |
124-113 |
124-154 |
124-125 |
| S2 |
124-067 |
124-067 |
124-147 |
|
| S3 |
123-317 |
124-043 |
124-141 |
|
| S4 |
123-247 |
123-293 |
124-122 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-252 |
|
2.618 |
124-236 |
|
1.618 |
124-226 |
|
1.000 |
124-220 |
|
0.618 |
124-216 |
|
HIGH |
124-210 |
|
0.618 |
124-206 |
|
0.500 |
124-205 |
|
0.382 |
124-204 |
|
LOW |
124-200 |
|
0.618 |
124-194 |
|
1.000 |
124-190 |
|
1.618 |
124-184 |
|
2.618 |
124-174 |
|
4.250 |
124-158 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-208 |
124-207 |
| PP |
124-207 |
124-203 |
| S1 |
124-205 |
124-200 |
|